Quantitative Analytics Associate
Location: Hybrid in New York, NY or Charlotte, NC
Duration: Direct-Hire     
Salary: $150,000.00+/year
Bonus: Annual   

JOB DESCRIPTION
Our client is one of the largest banks in the world with excellent benefits and flexibility on remote work. Their main focus is on keeping employees and contractors’ long term. The applicant will join the Securities Division Quantitative Strategies Team. We are looking for candidates with RMBS products modeling/programming/development background to support the modeling libraries and work closely with technology to integrate and support them into production.

Our client is seeking a Securities Quantitative Analytics Associate. The front office financial engineer will be involved in the implementation of interest rate models, mortgage prepayment models, mortgage default models, derivative valuation models, hedging strategies, and horizon forecast models to support various mortgage business.

RESPONSIBILITIES

• Implement and enhance the firm’s proprietary quantitative library in C++.
• Generate, test, implement, and deploy ideas to improve system performance or team productivity.
• Improve the safety and reliability of the library.
• Work constructively in collaboration with business, model development, model validation, and IT.

REQUIREMENTS

• 2+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education.
• A Master's degree or higher in a quantitative discipline
• Experience in advanced and modern cpp features/techniques/libraries: templates, C++1x, std, boost
• General knowledge of applied math
• Software engineering principles
• Experience in software development cycle and agile technologies
• Experience in SQL or VBA experience
• Experience in mortgage analytics